Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FMY (First Trust Mortgage Income Fund) | 2.96% | 12.50% | 8.71% | 3.72% | 4.09% | 4.13% | 4.45% | 4.44% |
Data as of 05/30/2025, AR inception is 05/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMY (First Trust Mortgage Income Fund) | 05/26/2005 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.69 | 12.50 | 8.71 | 3.72 | 4.09 | 4.13 | 4.45 | 4.44 | 2.96 | 7.04 | 16.49 | -12.60 | 3.22 | 4.67 | 12.90 | -3.41 | 7.23 | 2.94 | 4.31 | 1.98 | -5.80 | 2.01 | 8.82 | 16.63 | 19.91 | 4.54 | 10.16 | 12.38 | -18.78 |
| Sharpe Ratio | NA | 0.81 | 0.36 | 0.14 | 0.23 | NA | NA | 0.23 | 0.40 | 0.04 | 0.82 | -0.80 | 0.33 | 0.25 | 1.48 | -0.66 | 1.10 | 0.32 | 0.50 | 0.32 | -0.47 | 0.13 | 0.46 | 1.15 | 1.58 | 0.10 | 0.84 | 1.62 | -2.58 |
| Standard Deviation(%) | NA | 11.31 | 14.53 | 13.35 | 11.81 | NA | NA | 14.21 | 10.79 | 11.77 | 15.05 | 17.61 | 9.80 | 17.42 | 7.78 | 7.14 | 6.01 | 8.68 | 8.51 | 6.08 | 12.46 | 15.09 | 19.08 | 14.41 | 12.51 | 35.79 | 8.54 | 5.66 | 12.31 |
| Draw Down(%) | NA | 5.12 | 12.41 | 19.55 | 19.55 | NA | NA | 27.99 | 3.52 | 4.73 | 5.22 | 18.99 | 4.11 | 12.38 | 5.48 | 5.28 | 2.29 | 5.14 | 5.88 | 5.53 | 16.33 | 15.85 | 18.87 | 12.96 | 9.65 | 27.99 | 6.40 | 2.23 | 20.85 |
| Yield(%) | 0.00 | 8.00 | 7.04 | 5.60 | 5.34 | 5.67 | 5.35 | 5.34 | 2.53 | 7.95 | 7.14 | 4.89 | 5.19 | 5.18 | 5.49 | 5.17 | 5.52 | 6.04 | 6.30 | 6.51 | 6.08 | 9.72 | 10.59 | 9.75 | 8.77 | 7.91 | 6.65 | 6.42 | 2.60 |
Data as of 05/30/2025, AR inception is 05/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMY (First Trust Mortgage Income Fund) |
-4.97%
Sep 2012 - Sep 2015 |
-0.70%
Sep 2012 - Sep 2017 |
0.00%
Sep 2012 - Sep 2022 |
4.02%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMY (First Trust Mortgage Income Fund) |
19.28%
Feb 2009 - Feb 2012 |
14.14%
Jun 2006 - Jun 2011 |
7.25%
Dec 2005 - Dec 2015 |
6.40%
Dec 2005 - Dec 2020 |
Annualized Rolling Returns Comparison Chart